Related papers: An elementary proof for dynamical scaling for cert…
In this paper, we obtain additional results for a fractional counting process introduced and studied by Di Crescenzo et al. (2016). For convenience, we call it the generalized fractional counting process (GFCP). It is shown that the…
There has recently been considerable interest in using a nonstandard piecewise approximation to formulate fractional order differential equations as difference equations that describe the same dynamical behaviour and are more amenable to a…
This overview focuses on the notion of partial dynamical symmetry (PDS), for which a prescribed symmetry is obeyed by a subset of solvable eigenstates, but is not shared by the Hamiltonian. General algorithms are presented to identify…
The space-time fractional Poisson process (STFPP), defined by Orsingher and Poilto in \cite{sfpp}, is a generalization of the time fractional Poisson process (TFPP) and the space fractional Poisson process (SFPP). We study the fractional…
Finite-size scaling is a key tool in statistical physics, used to infer critical behavior in finite systems. Here we use the analogous concept of finite-time scaling to describe the bifurcation diagram at finite times in discrete dynamical…
Through the analysis of unbiased random walks on fractal trees and continuous time random walks, we show that even if a process is characterized by a mean square displacement (MSD) growing linearly with time (standard behaviour) its…
In this work we introduce correlated random walks on $\Z$. When picking suitably at random the coefficient of correlation, and taking the average over a large number of walks, we obtain a discrete Gaussian process, whose scaling limit is…
Recently, progress has been made in the theory of turbulence, which provides a framework on how a deterministic process changes to a stochastic one owing to the change in thermodynamic states. It is well known that, in the framework of…
We present a statistical physics framework for description of nonlinear non-equilibrium stochastic processes, modeled via chemical master equation, in the weak-noise limit. Using the Poisson representation approach and applying the…
A stochastic model for polarization switching in tetragonal ferroelectric ceramics is introduced, which includes sequential 90{\deg}- and parallel 180{\deg}-switching processes and accounts for the dispersion of characteristic switching…
We study the asymptotic behaviour of a class of small-noise diffusions driven by fractional Brownian motion, with random starting points. Different scalings allow for different asymptotic properties of the process (small-time and tail…
We study current fluctuations in lattice gases in the hydrodynamic scaling limit. More precisely, we prove a large deviation principle for the empirical current in the symmetric simple exclusion process with rate functional I. We then…
We introduce a fractional Bessel process with constant negative drift, defined as a time-changed Bessel process via the inverse of a stable subordinator, independent of the base process. This construction yields a model capable of capturing…
Unidirectionally coupled systems which exhibit phase transitions into an absorbing state are investigated at the multicritical point. We find that for initial conditions with isolated particles, each hierarchy level exhibits an…
We consider a class of real numbers, a subset of irrational numbers and certain mathematical constants, for which the elements in the simple continued fraction appears to be random. As an illustrative example, one can consider $\pi = \{x_0,…
This paper introduces a generalization of the so-called space-fractional Poisson process by extending the difference operator acting on state space present in the associated difference-differential equations to a much more general form. It…
We use a non-equilibrium simulation method to study the spin glass transition in three-dimensional Ising spin glasses. The transition point is repeatedly approached at finite velocity $v$ (temperature change versus time) in Monte Carlo…
Fractional Brownian motion, a Gaussian non-Markovian self-similar process with stationary long-correlated increments, has been identified to give rise to the anomalous diffusion behavior in a great variety of physical systems. The…
In this paper we present a general mathematical construction that allows us to define a parametric class of $H$-sssi stochastic processes (self-similar with stationary increments), which have marginal probability density function that…
Dynamical systems describe the changes in processes that arise naturally from their underlying physical principles, such as the laws of motion or the conservation of mass, energy or momentum. These models facilitate a causal explanation for…